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RBA Glossary definition for ASX
ASX – The Australian Securities Exchange is Australia's primary national exchange for equities, warrants and equity-related derivatives.
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Appendix C: Forecast Data and Alternative Specifications
29 May 2017
RDP
2017-02
We do not use futures contracts over the cash rate to estimate policy surprises because intraday data on ASX 30-day interbank cash rate futures are only available from 2003 onwards.
https://www.rba.gov.au/publications/rdp/2017/2017-02/appendix-c.html
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Anticipatory Monetary Policy and the ‘Price Puzzle’
18 May 2017
RDP
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2157KB
Anticipatory Monetary Policy and the ‘Price Puzzle’. James Bishop and Peter Tulip. Research Discussion Paper. R DP 2017- 02. Figures in this publication were generated using Mathematica. The contents of this publication shall not be reproduced,
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf
The Model
22 Nov 2016
RDP
2016-07
In Australia, cash and government bonds comprise the majority of margin posted at ASX Clear (Futures) – a domestic derivatives CCP (Cheung, Manning and Moore 2014).
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
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2054KB
In. Australia, cash and government bonds comprise the majority of margin posted at ASX Clear.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Appendix C: Constructing the Economic Uncertainty Index
14 Mar 2016
RDP
2016-01
Stock market volatility is constructed from option-implied volatility for the ASX 200 index. ... Analyst earnings forecast uncertainty is constructed from the coefficient of variation – the cross-sectional standard deviation divided by the mean – of
https://www.rba.gov.au/publications/rdp/2016/2016-01/appendix-c.html
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Measuring Economic Uncertainty and Its Effects
22 Feb 2016
RDP
PDF
1096KB
expected one-month-ahead volatility in the ASX 200. Unfortunately, data for option-implied. ... Option-. implied. volatility(a). Realised. volatility. Analyst. earnings. forecast. uncertainty. (ASX 200)(a).
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-01.pdf
Stress Testing the Australian Household Sector Using the HILDA Survey
5 Mar 2015
RDP
PDF
1095KB
2014. Equity prices – ASX 2002000 average = 100. %Unemployment rate.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-01.pdf
Is Housing Overvalued?
4 Feb 2015
RDP
PDF
1164KB
Research Discussion Paper. Is Housing Overvalued? Ryan Fox and Peter Tulip. RDP 2014-06. The Discussion Paper series is intended to make the results of the current economic research within the Reserve Bank available to other economists. Its aim is
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-06.pdf
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
3 Three CCPs currently operate in Australia: two CCPs in the ASX Group, ASX Clear and ASXClear (Futures), and the London-based CCP, LCH.Clearnet Ltd. ... ASX Clear (Futures) was third lowest with 17 participants, and ASX Clear had43 participants.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
Currency Demand during the Global Financial Crisis: Evidence from Australia
2 Feb 2015
RDP
PDF
633KB
Research Discussion Paper. Currency Demand during the Global Financial Crisis: Evidence from Australia. Tom Cusbert and Thomas Rohling. RDP 2013-01. The Discussion Paper series is intended to make the results of the current economic research within
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-01.pdf